An averaging principle for stochastic evolution equations with jumps and random time delays

This paper investigates an averaging principle for stochastic evolution equations with jumps and random time delays modulated by two-time-scale Markov switching processes in which both fast and slow components co-exist. We prove that there exists a limit process (averaged equation) being substantial...

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Bibliographic Details
Main Authors: Min Han, Bin Pei
Format: Article
Language:English
Published: AIMS Press 2021-10-01
Series:AIMS Mathematics
Subjects:
Online Access:https://www.aimspress.com/article/10.3934/math.2021003/fulltext.html